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32530788d0
The standard sparse normal Cholesky solver assumes a fixed sparsity pattern which is useful for a large number of problems presented to Ceres. However, some problems are symbolically dense but numerically sparse i.e. each residual is a function of a large number of parameters but at any given state the residual only depends on a sparse subset of them. For these class of problems it is faster to re-analyse the sparsity pattern of the jacobian at each iteration of the non-linear optimisation instead of including all of the zero entries in the step computation. The proposed solution adds the dynamic_sparsity option which can be used with SPARSE_NORMAL_CHOLESKY. A DynamicCompressedRowSparseMatrix type (which extends CompressedRowSparseMatrix) has been introduced which allows dynamic addition and removal of elements. A Finalize method is provided which then consolidates the matrix so that it can be used in place of a regular CompressedRowSparseMatrix. An associated jacobian writer has also been provided. Changes that were required to make this extension were adding the SetMaxNumNonZeros method to CompressedRowSparseMatrix and adding a JacobianFinalizer template parameter to the ProgramEvaluator. Change-Id: Ia5a8a9523fdae8d5b027bc35e70b4611ec2a8d01
52 lines
2.3 KiB
C++
52 lines
2.3 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2014 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: richie.stebbing@gmail.com (Richard Stebbing)
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#ifndef CERES_INTERNAL_DYNAMIC_COMPRESED_ROW_FINALIZER_H_
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#define CERES_INTERNAL_DYNAMIC_COMPRESED_ROW_FINALIZER_H_
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#include "ceres/casts.h"
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#include "ceres/dynamic_compressed_row_sparse_matrix.h"
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namespace ceres {
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namespace internal {
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struct DynamicCompressedRowJacobianFinalizer {
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void operator()(SparseMatrix* base_jacobian, int num_parameters) {
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DynamicCompressedRowSparseMatrix* jacobian =
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down_cast<DynamicCompressedRowSparseMatrix*>(base_jacobian);
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jacobian->Finalize(num_parameters);
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}
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_DYNAMIC_COMPRESED_ROW_FINALISER_H_
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